Shopify Inc (SHOP.TO)
134.67
+2.90
(+2.20%)
CAD |
TSX |
Apr 25, 16:00
Shopify Max Drawdown (5Y): 83.47% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
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Max Drawdown (5Y) Benchmarks
| Kinaxis Inc | 47.61% |
| Coveo Solutions Inc | -- |
| Open Text Corp | 47.97% |
| CGI Inc | 33.22% |
| Constellation Software Inc | 23.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.80 |
| Beta (5Y) | 2.919 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.22% |
| Historical Sharpe Ratio (5Y) | 0.2705 |
| Historical Sortino (5Y) | 0.4634 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.37% |